+16,513.1%
CAH vs DOC
+2,926.9%
+13,586.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.5% | +2.3% |
| 7D | +6.7% | +6.2% | +0.4% | +5.2% |
| 30D | +14.7% | +6.5% | +8.3% | +13.1% |
| 3M | +12.0% | -6.2% | +18.2% | +13.4% |
| 6M | +36.2% | +25.6% | +10.7% | +28.5% |
| YTD | +31.3% | +32.1% | -0.8% | +22.1% |
| 1Y | +37.1% | +20.3% | +16.8% | +30.2% |
| 3Y | +178.3% | +42.7% | +135.6% | +150.0% |
| 5Y | +497.1% | -22.2% | +519.2% | +511.2% |
| 10Y | +439.8% | +16.5% | +423.3% | +386.3% |
| All | +16,513.1% | +2,926.9% | +13,586.2% | +7,130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling